Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -249865.7872 | 914795.4596 | -1164661.2468 | -81558412.5742 | 92994172.5709 | -174552585.1451 |
Total P&L (%) | -249.8658 | 914.7955 | -1164.6612 | -81558.4126 | 92994.1726 | -174552.5851 |
Avg Daily Profit (%) | -0.1105 | 0.4045 | -0.515 | 0 | 0.3027 | 0 |
Buy And Hold Return (%) | 10674.1373 | 10674.1373 | 10674.1373 | 10674.1373 | 10674.1373 | 10674.1373 |
Max Trade Drawdown | -1099356 | -74196 | -1226099 | -239177862 | -24383191 | -220788981 |
Profit Factor | 0.8535 | 5.1947 | 0.2169 | 0.6995 | 3.1968 | 0.238 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 36 | 17 | 19 | 41 | 21 | 20 |
Losing Trades | 35 | 19 | 16 | 30 | 15 | 15 |
Profitability (%) | 50.7042 | 47.2222 | 54.2857 | 57.7465 | 58.3333 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.8298 | 5.8059 | 0.1827 | 0.5118 | 2.2834 | 0.1785 |
Largest Winning Trade | 810579 | 810579 | 37741 | 68015540 | 68015540 | 15043670 |
Largest Losing Trade | -838394 | -43082 | -838394 | -191451892 | -24383191 | -191451892 |
Avg Bars in Trades | 123 | 121 | 125 | 123 | 121 | 125 |
Avg Bars in Winners | 128 | 135 | 122 | 130 | 131 | 128 |
Avg Bars in Losers | 117 | 108 | 129 | 113 | 106 | 121 |
Bars Traded | 8749 | 4361 | 4388 | 8749 | 4361 | 4388 |
Profit Streak | 0 | 0 | 0 | 37.4173 | 37.4173 | 242.4173 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -671964 | -149136 | -580232 | -669784 | 599343 | -578889 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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